Pickands’ constant at first order in an expansion around Brownian motion (Q5267832)
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scientific article; zbMATH DE number 6730330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pickands’ constant at first order in an expansion around Brownian motion |
scientific article; zbMATH DE number 6730330 |
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Pickands’ constant at first order in an expansion around Brownian motion (English)
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13 June 2017
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fractional Brownian motion
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Pickhands constant
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extreme value statistics
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